NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	75.18	76.51	1.33	1.8%	79.85
High	77.24	78.02	0.78	1.0%	81.07
Low	75.03	75.74	0.71	0.9%	74.63
Close	76.68	77.75	1.07	1.4%	76.68
Range	2.21	2.28	0.07	3.2%	6.44
ATR	2.34	2.34	0.00	-0.2%	0.00
Volume	39,794	37,852	-1,942	-4.9%	286,610

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.01	83.16	79.00
R3	81.73	80.88	78.38
R2	79.45	79.45	78.17
R1	78.60	78.60	77.96	79.03
PP	77.17	77.17	77.17	77.38
S1	76.32	76.32	77.54	76.75
S2	74.89	74.89	77.33
S3	72.61	74.04	77.12
S4	70.33	71.76	76.50

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	96.78	93.17	80.22
R3	90.34	86.73	78.45
R2	83.90	83.90	77.86
R1	80.29	80.29	77.27	78.88
PP	77.46	77.46	77.46	76.75
S1	73.85	73.85	76.09	72.44
S2	71.02	71.02	75.50
S3	64.58	67.41	74.91
S4	58.14	60.97	73.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.08	74.63	5.45	7.0%	2.46	3.2%	57%	False	False	56,467
10	82.04	74.63	7.41	9.5%	2.37	3.0%	42%	False	False	54,128
20	85.71	74.63	11.08	14.3%	2.39	3.1%	28%	False	False	49,214
40	86.68	74.63	12.05	15.5%	2.19	2.8%	26%	False	False	48,578
60	86.68	74.63	12.05	15.5%	1.94	2.5%	26%	False	False	42,934
80	86.68	74.34	12.34	15.9%	1.85	2.4%	28%	False	False	36,686
100	86.68	66.88	19.80	25.5%	1.77	2.3%	55%	False	False	32,602

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.71
2.618	83.99
1.618	81.71
1.000	80.30
0.618	79.43
HIGH	78.02
0.618	77.15
0.500	76.88
0.382	76.61
LOW	75.74
0.618	74.33
1.000	73.46
1.618	72.05
2.618	69.77
4.250	66.05

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	77.46	77.30
PP	77.17	76.85
S1	76.88	76.41

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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